+8,434.7%
SHOP vs CMS
+180.3%
+8,254.4%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.4% | -0.5% |
| 7D | -5.1% | +0.4% | -5.5% | -5.2% |
| 30D | +0.6% | -3.6% | +4.2% | +1.3% |
| 3M | +25.0% | -1.9% | +26.9% | +25.4% |
| 6M | +11.9% | -11.0% | +22.9% | +14.4% |
| YTD | -9.9% | +0.2% | -10.1% | -10.6% |
| 1Y | 0.0% | -1.3% | +1.3% | -0.6% |
| 3Y | +117.5% | +35.9% | +81.6% | +94.1% |
| 5Y | -6.6% | +23.1% | -29.7% | -15.2% |
| 10Y | +3,320.3% | +117.9% | +3,202.4% | +2,722.1% |
| All | +8,434.7% | +180.3% | +8,254.4% | +6,500.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CMS.
Daily Out/Under-Performance
Portfolio return minus CMS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded CMS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling